http://www.huffingtonpost.com/2010/05/03/sell-in-may-and-go-away-s_n_560734.html "..._ Since 1950, the Dow Jones industrial average has produced an average gain of 7.4 percent from November through April and 0.4 percent from May through October. _ An investor who sank $10,000 into the Dow during the "best" six-month period (November through April) and switched to bonds during the "worst" six months in every year since 1950 would have posted a return of $527,388, according to the Stock Trader's Almanac. Doing the reverse would have cost the investor $474. _ Applying the approach to the Standard & Poor's 500 index, its returns from November through April have beaten those during the following May-October period 71 percent of the time dating to 1945. _ Adhering to the practice also would have reduced risk. For whatever reason, the stock market crashes of 1929, 1987 and 2008 occurred between May and October...." this article is from 2010 prior to May 06 crash.